Overview

Dataset Statistics

Number of Variables 11
Number of Rows 2283
Missing Cells 0
Missing Cells (%) 0.0%
Duplicate Rows 0
Duplicate Rows (%) 0.0%
Total Size in Memory 214.0 KB
Average Row Size in Memory 96.0 B
Variable Types
  • DateTime: 1
  • Numerical: 10

Dataset Insights

gdp is skewed Skewed
unrate is skewed Skewed
treasure_maturity_adjusted is skewed Skewed
sticky_cpi is skewed Skewed
interest_rate_adjusted has 459 (20.11%) negatives Negatives
treasure_maturity_adjusted has 645 (28.25%) negatives Negatives

Variables


index

datetime

Distinct Count 2279.1765
Approximate Unique (%) 99.8%
Missing 0
Missing (%) 0.0%
Memory Size 36528
Minimum 2018-01-01 00:00:00
Maximum 2024-04-01 00:00:00

sp500_adjusted

numerical

Approximate Distinct Count 2281
Approximate Unique (%) 99.9%
Missing 0
Missing (%) 0.0%
Infinite 0
Infinite (%) 0.0%
Memory Size 36528
Mean 3646.7205
Minimum 2425.7018
Maximum 5254.804
Zeros 0
Zeros (%) 0.0%
Negatives 0
Negatives (%) 0.0%
  • sp500_adjusted is skewed right (γ1 = 0.079)

Quantile Statistics

Minimum 2425.7018
5-th Percentile 2667.0769
Q1 2900.9189
Median 3781.1206
Q3 4293.1314
95-th Percentile 4745.0038
Maximum 5254.804
Range 2829.1021
IQR 1392.2125

Descriptive Statistics

Mean 3646.7205
Standard Deviation 732.24
Variance 536175.4552
Sum 8.3255e+06
Skewness 0.07904
Kurtosis -1.3186
Coefficient of Variation 0.2008

gdp

numerical

Approximate Distinct Count 2100
Approximate Unique (%) 92.0%
Missing 0
Missing (%) 0.0%
Infinite 0
Infinite (%) 0.0%
Memory Size 36528
Mean 23704.9875
Minimum 19913.143
Maximum 27956.998
Zeros 0
Zeros (%) 0.0%
Negatives 0
Negatives (%) 0.0%
  • gdp is skewed right (γ1 = 0.326)

Quantile Statistics

Minimum 19913.143
5-th Percentile 20484.6864
Q1 21299.0233
Median 22946.2735
Q3 26307.2122
95-th Percentile 27956.998
Maximum 27956.998
Range 8043.855
IQR 5008.189

Descriptive Statistics

Mean 23704.9875
Standard Deviation 2656.4617
Variance 7.0568e+06
Sum 5.4118e+07
Skewness 0.326
Kurtosis -1.4373
Coefficient of Variation 0.1121
  • gdp is not normally distributed (p-value 1.2980041955928423e-11)

rgdp

numerical

Approximate Distinct Count 2100
Approximate Unique (%) 92.0%
Missing 0
Missing (%) 0.0%
Infinite 0
Infinite (%) 0.0%
Memory Size 36528
Mean 21237.172
Minimum 19034.83
Maximum 22679.255
Zeros 0
Zeros (%) 0.0%
Negatives 0
Negatives (%) 0.0%
  • rgdp is skewed left (γ1 = -0.0238)

Quantile Statistics

Minimum 19034.83
5-th Percentile 20009.825
Q1 20481.9602
Median 21150.0425
Q3 21956.0239
95-th Percentile 22679.255
Maximum 22679.255
Range 3644.425
IQR 1474.0636

Descriptive Statistics

Mean 21237.172
Standard Deviation 905.8541
Variance 820571.7077
Sum 4.8484e+07
Skewness -0.02376
Kurtosis -1.0087
Coefficient of Variation 0.04265
  • rgdp is not normally distributed (p-value 1.9183085051920526e-07)

unrate

numerical

Approximate Distinct Count 1049
Approximate Unique (%) 46.0%
Missing 0
Missing (%) 0.0%
Infinite 0
Infinite (%) 0.0%
Memory Size 36528
Mean 4.6768
Minimum 3.4
Maximum 14.8
Zeros 0
Zeros (%) 0.0%
Negatives 0
Negatives (%) 0.0%
  • unrate is skewed right (γ1 = 2.7005)

Quantile Statistics

Minimum 3.4
5-th Percentile 3.5074
Q1 3.6
Median 3.8
Q3 4.55
95-th Percentile 9.7297
Maximum 14.8
Range 11.4
IQR 0.95

Descriptive Statistics

Mean 4.6768
Standard Deviation 2.0885
Variance 4.362
Sum 10677.1
Skewness 2.7005
Kurtosis 7.4587
Coefficient of Variation 0.4466
  • unrate is not normally distributed (p-value 4.1845146718281713e-16)
  • unrate has 404 outliers

cpi

numerical

Approximate Distinct Count 2223
Approximate Unique (%) 97.4%
Missing 0
Missing (%) 0.0%
Infinite 0
Infinite (%) 0.0%
Memory Size 36528
Mean 274.2723
Minimum 248.859
Maximum 311.054
Zeros 0
Zeros (%) 0.0%
Negatives 0
Negatives (%) 0.0%
  • cpi is skewed right (γ1 = 0.465)

Quantile Statistics

Minimum 248.859
5-th Percentile 250.6809
Q1 255.9187
Median 264.2465
Q3 296.7215
95-th Percentile 308.9823
Maximum 311.054
Range 62.195
IQR 40.8028

Descriptive Statistics

Mean 274.2723
Standard Deviation 21.2868
Variance 453.126
Sum 626163.7025
Skewness 0.465
Kurtosis -1.4054
Coefficient of Variation 0.07761
  • cpi is not normally distributed (p-value 2.596151570125351e-06)

interest_rate_adjusted

numerical

Approximate Distinct Count 2127
Approximate Unique (%) 93.2%
Missing 0
Missing (%) 0.0%
Infinite 0
Infinite (%) 0.0%
Memory Size 36528
Mean 0.7648
Minimum -0.4071
Maximum 2.1258
Zeros 0
Zeros (%) 0.0%
Negatives 459
Negatives (%) 20.1%
  • interest_rate_adjusted is skewed right (γ1 = 0.0891)

Quantile Statistics

Minimum -0.4071
5-th Percentile -0.2906
Q1 0.09168
Median 0.8552
Q3 1.3081
95-th Percentile 1.9449
Maximum 2.1258
Range 2.5329
IQR 1.2164

Descriptive Statistics

Mean 0.7648
Standard Deviation 0.7348
Variance 0.5399
Sum 1746.1487
Skewness 0.08909
Kurtosis -1.2506
Coefficient of Variation 0.9607
  • interest_rate_adjusted is not normally distributed (p-value 0.001970292318870114)

treasure_maturity_adjusted

numerical

Approximate Distinct Count 2283
Approximate Unique (%) 100.0%
Missing 0
Missing (%) 0.0%
Infinite 0
Infinite (%) 0.0%
Memory Size 36528
Mean 0.239
Minimum -0.968
Maximum 1.5597
Zeros 0
Zeros (%) 0.0%
Negatives 645
Negatives (%) 28.2%
  • treasure_maturity_adjusted is skewed right (γ1 = 0.0386)

Quantile Statistics

Minimum -0.968
5-th Percentile -0.7585
Q1 -0.2607
Median 0.2491
Q3 0.5474
95-th Percentile 1.2711
Maximum 1.5597
Range 2.5277
IQR 0.8081

Descriptive Statistics

Mean 0.239
Standard Deviation 0.5965
Variance 0.3559
Sum 545.5517
Skewness 0.03856
Kurtosis -0.4812
Coefficient of Variation 2.4963
  • treasure_maturity_adjusted is not normally distributed (p-value 3.7833440855963565e-09)

inflation_rate_adjusted

numerical

Approximate Distinct Count 2283
Approximate Unique (%) 100.0%
Missing 0
Missing (%) 0.0%
Infinite 0
Infinite (%) 0.0%
Memory Size 36528
Mean 2.0885
Minimum 0.8689
Maximum 2.9227
Zeros 0
Zeros (%) 0.0%
Negatives 0
Negatives (%) 0.0%
  • inflation_rate_adjusted is skewed left (γ1 = -0.6366)

Quantile Statistics

Minimum 0.8689
5-th Percentile 1.3379
Q1 1.7879
Median 2.1789
Q3 2.3498
95-th Percentile 2.603
Maximum 2.9227
Range 2.0538
IQR 0.5619

Descriptive Statistics

Mean 2.0885
Standard Deviation 0.3888
Variance 0.1512
Sum 4768.1041
Skewness -0.6366
Kurtosis 0.2898
Coefficient of Variation 0.1862
  • inflation_rate_adjusted is not normally distributed (p-value 6.932520588234102e-05)
  • inflation_rate_adjusted has 19 outliers

sticky_cpi

numerical

Approximate Distinct Count 2223
Approximate Unique (%) 97.4%
Missing 0
Missing (%) 0.0%
Infinite 0
Infinite (%) 0.0%
Memory Size 36528
Mean 3.4699
Minimum 1.4006
Maximum 6.5382
Zeros 0
Zeros (%) 0.0%
Negatives 0
Negatives (%) 0.0%
  • sticky_cpi is skewed right (γ1 = 0.7168)

Quantile Statistics

Minimum 1.4006
5-th Percentile 1.6688
Q1 2.3752
Median 2.6256
Q3 4.7232
95-th Percentile 6.4196
Maximum 6.5382
Range 5.1376
IQR 2.348

Descriptive Statistics

Mean 3.4699
Standard Deviation 1.5563
Variance 2.4222
Sum 7921.7814
Skewness 0.7168
Kurtosis -0.9357
Coefficient of Variation 0.4485
  • sticky_cpi is not normally distributed (p-value 2.0494617058293642e-11)

m2_money_stock_adjusted

numerical

Approximate Distinct Count 2255
Approximate Unique (%) 98.8%
Missing 0
Missing (%) 0.0%
Infinite 0
Infinite (%) 0.0%
Memory Size 36528
Mean 18359.706
Minimum 13814.891
Maximum 21983.2879
Zeros 0
Zeros (%) 0.0%
Negatives 0
Negatives (%) 0.0%
  • m2_money_stock_adjusted is skewed left (γ1 = -0.37)

Quantile Statistics

Minimum 13814.891
5-th Percentile 14010.8732
Q1 14835.8197
Median 19535.1508
Q3 20943.2463
95-th Percentile 21598.6364
Maximum 21983.2879
Range 8168.3969
IQR 6107.4266

Descriptive Statistics

Mean 18359.706
Standard Deviation 2993.717
Variance 8.9623e+06
Sum 4.1915e+07
Skewness -0.37
Kurtosis -1.6099
Coefficient of Variation 0.1631
  • m2_money_stock_adjusted is not normally distributed (p-value 5.58769491398652e-07)

Interactions

Correlations

Missing Values